+70.0%
FDX vs NVTS
-42.8%
+112.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.5% | -12.3% | -3.2% |
| 7D | -1.6% | +1.5% | -3.2% | -1.8% |
| 30D | +6.6% | -23.8% | +30.4% | +7.8% |
| 3M | -2.1% | -30.6% | +28.5% | -0.7% |
| 6M | +2.2% | -48.4% | +50.5% | +3.8% |
| YTD | +33.9% | +20.6% | +13.4% | +28.4% |
| 1Y | +50.2% | -2.5% | +52.8% | +45.1% |
| 3Y | +65.5% | +44.0% | +21.6% | +46.9% |
| All | +70.0% | -42.8% | +112.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling